Pages that link to "Item:Q3557551"

The following pages link to REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551):

Displaying 14 items.

• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
• Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model (Q826680) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
• Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
• Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)